| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 236049.4326 | 166002.7073 | 70046.7253 | -729734.2013 | -295631.6837 | -434102.5176 |
| Total P&L (%) | 236.0494 | 166.0027 | 70.0467 | -729.7342 | -295.6317 | -434.1025 |
| Avg Daily Profit (%) | 0.1884 | 0.1325 | 0.0559 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -172406 | -52899 | -138671 | -835880 | -357966 | -497290 |
| Profit Factor | 1.4972 | 1.8312 | 1.2546 | 0.5698 | 0.6415 | 0.5019 |
| Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
| Winning Trades | 133 | 66 | 67 | 37 | 19 | 18 |
| Losing Trades | 29 | 15 | 14 | 125 | 62 | 63 |
| Profitability (%) | 82.0988 | 81.4815 | 82.716 | 22.8395 | 23.4568 | 22.2222 |
| Ratio Avg Win / Avg Loss | 0.3265 | 0.4162 | 0.2622 | 1.9249 | 2.0934 | 1.7566 |
| Largest Winning Trade | 19530 | 19530 | 15727 | 237016 | 237016 | 112984 |
| Largest Losing Trade | -138671 | -51212 | -138671 | -188444 | -56124 | -188444 |
| Avg Bars in Trades | 21 | 24 | 18 | 21 | 24 | 18 |
| Avg Bars in Winners | 11 | 11 | 10 | 42 | 50 | 33 |
| Avg Bars in Losers | 67 | 80 | 54 | 14 | 16 | 13 |
| Bars Traded | 3432 | 1973 | 1459 | 3432 | 1973 | 1459 |
| Profit Streak | 37.2908 | 41.6241 | 37.2908 | 0 | 0 | 0 |
| Trades During Streak | 12 | 8 | 6 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 517372 | -21161 | -125791 | -616210 | -626296 | -631738 |
{
"trading_pair": "LDO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3758,
"evaluation_days": 1252.67,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1658073600000,
"last_datapoint_time": 1760284800000,
"evaluation_time": 1760309922667,
"expiration_time": 1763531712000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 209,
"offset": 0
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
236049.4326179427,
166002.707270282,
70046.7253476608,
-729734.2013351518,
-295631.6836958366,
-434102.517639315
],
[
236.049433,
166.002707,
70.046725,
-729.734201,
-295.631684,
-434.102518
],
[
0.188437,
0.132519,
0.055918,
0,
0,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-172406,
-52899,
-138671,
-835880,
-357966,
-497290
],
[
1.497175,
1.83122,
1.254649,
0.569775,
0.641522,
0.50188
],
[
162,
81,
81,
162,
81,
81
],
[
133,
66,
67,
37,
19,
18
],
[
29,
15,
14,
125,
62,
63
],
[
82.098765,
81.481481,
82.716049,
22.839506,
23.45679,
22.222222
],
[
0.326452,
0.416186,
0.262165,
1.924915,
2.093387,
1.756582
],
[
19530,
19530,
15727,
237016,
237016,
112984
],
[
-138671,
-51212,
-138671,
-188444,
-56124,
-188444
],
[
21,
24,
18,
21,
24,
18
],
[
11,
11,
10,
42,
50,
33
],
[
67,
80,
54,
14,
16,
13
],
[
3432,
1973,
1459,
3432,
1973,
1459
],
[
37.290772,
41.624105,
37.290772,
0,
0,
0
],
[
12,
8,
6,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
517372,
-21161,
-125791,
-616210,
-626296,
-631738
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3758,
"evaluation_days": 1252.67,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1658073600000,
"last_datapoint_time": 1760284800000,
"evaluation_time": 1760309922667,
"expiration_time": 1763531712000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 209,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|